+175.4%
UTI vs SPY
+80.4%
+95.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -47.6% | +0.1% | -47.7% | -47.6% |
| 3M | -50.6% | +2.0% | -52.5% | -51.5% |
| 6M | -38.0% | +13.0% | -51.0% | -44.6% |
| YTD | -15.0% | +13.5% | -28.6% | -24.3% |
| 1Y | -18.7% | +20.0% | -38.6% | -30.9% |
| All | +175.4% | +80.4% | +95.0% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling